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Alternative graphical representations of the confidence intervals for the structural coefficient from exactly identified two-stage least squares

Hirschberg, Joseph G.; Lye, Jenny N. - 2017

Persistent link: https://www.econbiz.de/10011618901

Testing for dummy-variable effects in semi-logarithmic regressions

Blackburn, McKinley L. - In: Applied economics letters 30 (2023) 3, pp. 292-296

Persistent link: https://www.econbiz.de/10013553195

Gini regressions and heteroskedasticity

Charpentier, Arthur; Ka, Ndéné; Mussard, Stéphane; … - In: Econometrics : open access journal 7 (2019) 1/4, pp. 1-16

We propose an Aitken estimator for Gini regression. The suggested A -Gini estimator is proven to be a U-statistics. Monte Carlo simulations are provided to deal with heteroskedasticity and to make some comparisons between the generalized least squares and the Gini regression. A Gini-White test...

Persistent link: https://www.econbiz.de/10012025711

A simple estimator for quantile panel data models using smoothed quantile regressions

Chen, Liang; Huo, Yulong - In: The econometrics journal 24 (2021) 2, pp. 247-263

Persistent link: https://www.econbiz.de/10012594992

Informal pay gaps in good and bad times : evidence from Russia

Bargain, Olivier; Etienne, Audrey; Melly, Blaise - In: Journal of comparative economics : the journal of the … 49 (2021) 3, pp. 693-714

Persistent link: https://www.econbiz.de/10013328273

Jackknife estimation of a cluster-sample IV regression model with many weak instruments

Chao, John C.; Swanson, Norman R.; Woutersen, Tiemen - In: Journal of econometrics 235 (2023) 2, pp. 1747-1769

Persistent link: https://www.econbiz.de/10014471426